MS-12-153-cd banner.jpg Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of, Multidomain Line Sampling M. Valdebenito1, P. Wei2, J. Song3, M. Beer4,5,6and M. Broggi4 1Faculty of Engineering and Sciences, Universidad Adolfo Ibáñez, Viña del Mar, Chile 2School of Mechanics, Civil Engineering and Architecture, Northwestern Polytechnical University, Xi'an, China 3State IJR Center of Aerospace Design and Additive Manufacturing, Northwestern Polytechnical University, Xi'an, China 4Institute for Risk and Reliability, Leibniz University Hannover, Germany 5Institute for Risk and Uncertainty, University of Liverpool, UK 6Shanghai Institute for Disaster Prevention and Relief, Tongji University, Shanghai, China ABSTRACT

This paper presents an approach for calculating first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. This probability is estimated by multidomain Line Sampling, which is an advanced version of the classical Line Sampling approach, capable of dealing with multiple failure criteria. Multidomain Line Sampling exploits the linearity of the structural system with respect to the loading. Thus, it is possible to estimate small failure probabilities (within the range of 10-3) with high precision and efficiency. These characteristics are illustrated by means of a numerical example.

Keywords:Line Sampling, Linear structure, Gaussian loading, Dynamic response, First excursion probability

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